Pinning folders to Context Menu

I've been able to pin some folders to my folder context menu (when you right click on the folder or windows explorer icon on the task bar.) The problem is, I can't really duplicate what I do. I've only been able to click on the "pin" icon if that folder shows in my "Recent" list. I cannot figure out a consistent way for the folder I want to show in that recent list.

Is there an easy way I can tell my users how to get this functionality? Pinning certain Word and Excel documents greatly increase productivity. I'm looking to do the same thing with folders.

I've seen tutorials how to add multiple folder icons to the task bar as shortcuts, but I'd rather keep all of the folders pinned/listed when you right click on the main folder icon.